Credit risk : modeling, valuation and hedging
Resource Information
The work Credit risk : modeling, valuation and hedging represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
Credit risk : modeling, valuation and hedging
Resource Information
The work Credit risk : modeling, valuation and hedging represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
- Label
- Credit risk : modeling, valuation and hedging
- Title remainder
- modeling, valuation and hedging
- Statement of responsibility
- Tomasz R. Bielecki, Marek Rutkowski
- Subject
-
- Credit -- Mathematical models
- Credit -- Mathematical models
- Crédit -- Gestion
- Crédit -- Modèles mathématiques
- Gestion du risque -- Mathématiques
- Gestion du risque -- Modèles mathématiques
- Krediet
- Kreditgeschäft
- Kreditrisiko
- Mathématiques financières
- Modell
- Risicoanalyse
- Risikomanagement
- Risk management -- Mathematical models
- Risk management -- Mathematical models
- Wiskundige modellen
- arbitrage
- mathématique financière
- modélisation mathématique
- risque
- Couverture (finances)
- Language
- eng
- Summary
- Studies the motivation for the mathematical modeling. This title deals with developments in credit risk research. It covers mathematical developments and gives the structural and reduced-form approaches to credit risk modeling. It includes a study of various arbitrage-free models of default term structures with several rating grades
- Cataloging source
- DLC
- Index
- index present
- LC call number
- HG3701
- LC item number
- .B53 2002
- Literary form
- non fiction
- Nature of contents
- bibliography
Context
Context of Credit risk : modeling, valuation and hedgingWork of
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.bu.edu/resource/HS4ErRt2czc/" typeof="CreativeWork http://bibfra.me/vocab/lite/Work"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.bu.edu/resource/HS4ErRt2czc/">Credit risk : modeling, valuation and hedging</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.bu.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.bu.edu/">Boston University Libraries</a></span></span></span></span></div>
